-77.2%
RSKD vs SPY
+85.5%
-162.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.4% | -3.3% |
| 7D | -11.0% | -0.4% | -10.6% | -10.5% |
| 30D | +11.3% | -1.4% | +12.7% | +13.5% |
| 3M | +19.4% | +3.7% | +15.6% | +13.8% |
| 6M | +32.7% | +13.0% | +19.7% | +13.3% |
| YTD | +19.1% | +12.4% | +6.7% | +2.3% |
| 1Y | +24.1% | +18.5% | +5.6% | -0.8% |
| 3Y | +31.0% | +77.6% | -46.7% | -40.0% |
| 5Y | -81.5% | +81.7% | -163.1% | -91.5% |
| All | -77.2% | +85.5% | -162.7% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling